Day of the week effect in emerging Asian stock markets: evidence from the GARCH model

By Taufiq Choudhry. 2000

192 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9707f90dd3e536ce0b688b79beec0ede9b3d7bb0